I got my first "retirement" visa at the thai embassy in Madrid. What they are asking is to legalize a photocopy of the original documents by a notary, not the original documents. So, what the notary will do is to compare the original documents with the copies and then stamp the copies.
The first time you have to show the money in your local bank account of your residency country, in the currency of your country. Once you are in Thailand next year, when asking for a 1 year extension, is when you should show the money moved to thai bank at least 3 months before.